+173.0%
VIAV vs BAM
+88.1%
+84.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.6% |
| 7D | +3.2% | +5.0% | -1.8% | +1.7% |
| 30D | -31.8% | +16.6% | -48.4% | -35.6% |
| 3M | -16.6% | +2.2% | -18.9% | -17.7% |
| 6M | -39.4% | +9.7% | -49.1% | -42.1% |
| YTD | +74.0% | +5.2% | +68.8% | +68.1% |
| 1Y | +70.8% | +3.9% | +66.8% | +65.8% |
| 3Y | +295.5% | +91.5% | +204.0% | +192.4% |
| All | +173.0% | +88.1% | +84.9% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling